Class ApplyCapsAndFloors.ApplyCapsAndFloorsDefault
java.lang.Object
cdm.product.asset.floatingrate.functions.ApplyCapsAndFloors
cdm.product.asset.floatingrate.functions.ApplyCapsAndFloors.ApplyCapsAndFloorsDefault
- All Implemented Interfaces:
com.rosetta.model.lib.functions.RosettaFunction
- Enclosing class:
ApplyCapsAndFloors
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Nested Class Summary
Nested classes/interfaces inherited from class cdm.product.asset.floatingrate.functions.ApplyCapsAndFloors
ApplyCapsAndFloors.ApplyCapsAndFloorsDefault -
Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescriptionprotected BigDecimalassignOutput(BigDecimal cappedAndFlooredRate, FloatingRateProcessingParameters processing, BigDecimal inputRate) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> cap(FloatingRateProcessingParameters processing, BigDecimal inputRate) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> cappedRate(FloatingRateProcessingParameters processing, BigDecimal inputRate) protected BigDecimaldoEvaluate(FloatingRateProcessingParameters processing, BigDecimal inputRate) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> floor(FloatingRateProcessingParameters processing, BigDecimal inputRate) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> flooredRate(FloatingRateProcessingParameters processing, BigDecimal inputRate) Methods inherited from class cdm.product.asset.floatingrate.functions.ApplyCapsAndFloors
evaluateMethods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, waitMethods inherited from interface com.rosetta.model.lib.functions.RosettaFunction
toBuilder, toBuilder, toBuilder
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Constructor Details
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ApplyCapsAndFloorsDefault
public ApplyCapsAndFloorsDefault()
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Method Details
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doEvaluate
- Specified by:
doEvaluatein classApplyCapsAndFloors
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assignOutput
protected BigDecimal assignOutput(BigDecimal cappedAndFlooredRate, FloatingRateProcessingParameters processing, BigDecimal inputRate) -
cap
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> cap(FloatingRateProcessingParameters processing, BigDecimal inputRate) - Specified by:
capin classApplyCapsAndFloors
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floor
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> floor(FloatingRateProcessingParameters processing, BigDecimal inputRate) - Specified by:
floorin classApplyCapsAndFloors
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cappedRate
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> cappedRate(FloatingRateProcessingParameters processing, BigDecimal inputRate) - Specified by:
cappedRatein classApplyCapsAndFloors
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flooredRate
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> flooredRate(FloatingRateProcessingParameters processing, BigDecimal inputRate) - Specified by:
flooredRatein classApplyCapsAndFloors
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